No shadows on transparent object ( Blender 2.8 )
I figured it out, turns out it was my node setup and isn't specific to transparency either.

The issue is that plugging the mix shader into a proper shader (Principled for example.) would cause my textures to display as purple, so instead I plugged directly from the mix shader into the material output, this is what causes the issue. 

To avoid it you can simply plug the image texture into a separate shader and then plug that shader into the mix shader instead of directly from texture to mix shader.

Hopes this helps someone else, I struggled with it for a while.